Firefox still working in memory after being closed

"Mozilla has a very detailed article on troubleshooting hangs in Firefox, for your such issue:

Hang at exit

Sometimes when you close Firefox, it
may stop responding and remain in
memory, even though no Firefox windows
are open. This can prevent Firefox
from working properly the next time
you open it or you may see a ""Close
Firefox"" dialog box with the message,
Firefox is already running, but is not
responding. To open a new window, you
must first close the existing Firefox
process, or restart your system.. You
must then end all Firefox processes or
restart the computer before you can
reopen Firefox. (See Firefox is
already running but is not
responding for other causes and
solutions.)

If Firefox processes that remain in
memory at exit are a recurring
problem, try these solutions:


A problematic extension can cause the problem, which can be resolved by
disabling or uninstalling the
extension. For information on
diagnosing and fixing problems caused
by faulty extensions, see the
Troubleshooting extensions and
themes article.
Sometimes Java applets can cause the Firefox process to persist after exit.
Try updating Java to the latest
version or, if you don't need Java,
disable the Java plugin by clearing
the ""Enable Java"" checkbox in Firefox
(see Using the Java plugin with
Firefox for details).


Windows:


Using certain Internet security software is reported to cause the
issue on some systems:


If you use
ZoneAlarm on Windows Vista, uninstall
it and use another firewall product
(or use the Windows Firewall).
If
you use Avast! Antivirus, switch to
another antivirus product if you also
have ZoneAlarm installed.
If you
use Norton 360 2.0, make sure that you
have all available Norton updates (for
more help, contact Norton
Support) and that you have
followed the instructions in the
Configuring Norton 360 article.
If you have upgraded Comodo
Internet Security from a version prior
to 3.10, the Comodo Safe Surf
component from the previous version
can cause Firefox to hang at exit. To
resolve the issue, you can uninstall
Comodo Safe Surf via Windows Control
Panel, as its function is now
integrated into the current Comodo
application."

"Try opening up Windows Task Manager, click on the Processes tab, then watch the Firefox.exe process as you close it.

It may just be that you have several memory hungry extensions and lots of tabs open at the same time. In this situation, the Firefox process can hang around for several minutes after the user thinks they have closed it while it cleans up after itself. You should be able to watch the process memory usage slowly decrease in Task Manager.

Hope that helps somewhat."